SWLGX vs. CHASX

In the year-to-date period, SWLGX achieves a -9.03% return, which is significantly higher than CHASX's -10.99% return.

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SWLGX has a 0.04% expense ratio, which is lower than CHASX's 1.14% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Chase Growth Fund (CHASX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current SWLGX Sharpe Ratio is 0.53, which is higher than the CHASX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SWLGX and CHASX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWLGX's dividend yield for the trailing twelve months is around 0.57%, while CHASX has not paid dividends to shareholders.

The maximum SWLGX drawdown since its inception was -33.28%, smaller than the maximum CHASX drawdown of -60.43%. Use the drawdown chart below to compare losses from any high point for SWLGX and CHASX. For additional features, visit the drawdowns tool.

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a higher volatility of 16.77% compared to Chase Growth Fund (CHASX) at 13.61%. This indicates that SWLGX's price experiences larger fluctuations and is considered to be riskier than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.